I think that's often true of more traditional attempts at storytelling in games. I would say that the emergent stories in games like Civilization or Dwarf Fortress are more compelling that the written stories in most games. However, there are some games that really do a great job of leveraging the interactive medium for telling a story. Undertale is one that comes to mind. Of course, actually making a game like that is far more difficult and time consuming, since you're essentially writing a huge branching story where each path the player can take is still cohesive and makes sense.